+67.3%
SPY vs GD
+97.4%
-30.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -3.6% |
| 7D | -4.7% | -3.9% | -0.8% | -3.4% |
| 30D | -5.9% | +8.1% | -14.0% | -8.7% |
| 3M | -4.5% | -6.8% | +2.2% | -2.2% |
| 6M | +1.8% | +3.0% | -1.2% | +0.1% |
| YTD | +8.3% | +7.8% | +0.6% | +3.9% |
| 1Y | +9.3% | +5.8% | +3.5% | +5.7% |
| 3Y | +74.9% | +55.3% | +19.5% | +39.5% |
| 5Y | +67.3% | +96.7% | -29.4% | +15.4% |
| All | +67.3% | +97.4% | -30.1% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling